if you are new with the jenkins-cli you would like to know, how to pass credentials/authenticate, but currently, if you configured the security for your jenkins installation, you can't issue
java -jar jenkins-cli.jar -s http://localhost:8080/ help
from the command line, because even the help command is depends on the tries to connect to the server (needs Overall read permission).
I would propose to:
either allow the help to be executed offline or print some usefull information for the
Exception in thread "main" java.io.IOException: Server returned HTTP response code: 403
error, like: it seems that you need to log in to access your jenkins installation, please provide your credentials with --username and --password or --pasword-file